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The distribution of spatially aggregated data from a stochastic process $X$ may exhibit a different tail behavior than its marginal distributions. For a large class of aggregating functionals $\ell$ we introduce the $\ell$-extremal…

Methodology · Statistics 2017-12-29 Sebastian Engelke , Raphael de Fondeville , Marco Oesting

The use of video-imaging data for in-line process monitoring applications has become more and more popular in the industry. In this framework, spatio-temporal statistical process monitoring methods are needed to capture the relevant…

Applications · Statistics 2020-04-24 Hao Yan , Marco Grasso , Kamran Paynabar , Bianca Maria Colosimo

Estimation of extreme quantile regions, spaces in which future extreme events can occur with a given low probability, even beyond the range of the observed data, is an important task in the analysis of extremes. Existing methods to estimate…

Methodology · Statistics 2020-10-28 Boris Beranger , Simone A. Padoan , Scott A. Sisson

An extremal model for the plasticity of amorphous materials is studied in a simple two-dimensional anti-plane geometry. The steady-state is analyzed through numerical simulations. Long-range spatial and temporal correlations in local slip…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jean-Christophe Baret , Damien Vandembroucq , Stephane Roux

This work is motivated by the analysis of the extremal behavior of buoy and satellite data describing wave conditions in the North Atlantic Ocean. The available data sets consist of time series of significant wave height (Hs) with irregular…

Applications · Statistics 2018-10-11 Nicolas Raillard , Pierre Ailliot , Jianfeng Yao

Statistical analysis of max-stable processes used to model spatial extremes has been limited by the difficulty in calculating the joint likelihood function. This precludes all standard likelihood-based approaches, including Bayesian…

Computation · Statistics 2011-12-14 Robert J. Erhardt , Richard L. Smith

We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approach combines Bayesian Structural Time Series for modeling…

Methodology · Statistics 2025-04-01 Marie Michaelides , Mélina Mailhot , Yongkun Li

Extreme sea level estimates are fundamental for mitigating against coastal flooding as they provide insight for defence engineering. As the global climate changes, rising sea levels combined with increases in storm intensity and frequency…

Methodology · Statistics 2022-08-02 Eleanor D'Arcy , Jonathan A. Tawn

Focusing on regression based analysis of extremes in a presence of systematically missing covariates, this work presents a data-driven spatio-temporal regression based clustering of threshold excesses. It is shown that in a presence of…

Methodology · Statistics 2021-04-02 Olga Kaiser , Dimitri Igdalov , Olivia Martius , Illia Horenko

Statistical models for landslide hazard enable mapping of risk factors and landslide occurrence intensity by using geomorphological covariates available at high spatial resolution. However, the spatial distribution of the triggering event…

Methodology · Statistics 2020-06-16 Thomas Opitz , Haakon Bakka , Raphaël Huser , Luigi Lombardo

Problem definition: Data-driven models in machine learning have enabled efficient management of production systems. However, a majority of machine learning models are devoted to modeling the mean response or average pattern, which is…

Applications · Statistics 2026-04-27 Cheolhei Lee , Xing Wang , Xiaowei Yue , Jianguo Wu

Although the fundamental probabilistic theory of extremes has been well developed, there are many practical considerations that must be addressed in application. The contribution of this thesis is four-fold. The first concerns the choice of…

Methodology · Statistics 2016-11-28 Brian Bader

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting…

Applications · Statistics 2025-11-26 Yueming Shen , Christian Pean , David Dunson , Samuel Berchuck

A method is described for predicting extremes values beyond the span of historical data. The method - based on extending a curve fitted to a location- and scale-invariant variation of the double-logarithmic QQ-plot - is simple and…

Statistics Theory · Mathematics 2014-08-08 Allan McRobie

Intermittent large amplitude events are seen in the temporal evolution of a state variable of many dynamical systems. Such intermittent large events suddenly start appearing in dynamical systems at a critical value of a system parameter and…

Hazard event sets, a collection of synthetic extreme events over a given period, are important for catastrophe modelling. This paper addresses the issue of generating event sets of extreme river flow for northern England and southern…

Applications · Statistics 2023-05-30 Christian Rohrbeck , Daniel Cooley

Climate models are essential for assessing the impact of greenhouse gas emissions on our changing climate and the resulting increase in the frequency and severity of natural disasters. Despite the widespread acceptance of climate models…

Atmospheric and Oceanic Physics · Physics 2023-11-08 Vsevolod Morozov , Artem Galliamov , Aleksandr Lukashevich , Antonina Kurdukova , Yury Maximov

Geological processes determine the distribution of resources such as critical minerals, water, and geothermal energy. However, direct observation of geology is often prevented by surface cover such as overburden or vegetation. In such…

Computer Vision and Pattern Recognition · Computer Science 2023-03-22 Conrad P. Koziol , Eldad Haber

We have witnessed and experienced increasing compound extreme events resulting from simultaneous or sequential occurrence of multiple events in a changing climate. In addition to a growing demand for a clearer explanation of compound risks…

Environmental data science for spatial extremes has traditionally relied heavily on max-stable processes. Even though the popularity of these models has perhaps peaked with statisticians, they are still perceived and considered as the…

Methodology · Statistics 2024-02-01 Raphaël Huser , Thomas Opitz , Jennifer Wadsworth
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